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WTIU vs. SVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIU vs. SVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy 3X Leveraged ETN (WTIU) and ProShares Short VIX Short-Term Futures ETF (SVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTIU achieves a 87.83% return, which is significantly higher than SVXY's 0.85% return.


WTIU

1D
-1.95%
1M
-8.81%
YTD
87.83%
6M
63.25%
1Y
112.38%
3Y*
5.95%
5Y*
10Y*

SVXY

1D
1.79%
1M
10.01%
YTD
0.85%
6M
8.91%
1Y
35.62%
3Y*
13.43%
5Y*
16.17%
10Y*
-1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIU vs. SVXY - Yearly Performance Comparison


2026 (YTD)202520242023
WTIU
MicroSectors Energy 3X Leveraged ETN
87.83%-17.13%-29.63%-28.42%
SVXY
ProShares Short VIX Short-Term Futures ETF
0.85%10.63%-3.17%56.55%

Correlation

The correlation between WTIU and SVXY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2023

0.17

The correlation between WTIU and SVXY shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WTIU vs. SVXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTIU
WTIU Risk / Return Rank: 4747
Overall Rank
WTIU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 4242
Sortino Ratio Rank
WTIU Omega Ratio Rank: 4141
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5959
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
Martin Ratio Rank

SVXY
SVXY Risk / Return Rank: 3434
Overall Rank
SVXY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 3333
Sortino Ratio Rank
SVXY Omega Ratio Rank: 3838
Omega Ratio Rank
SVXY Calmar Ratio Rank: 3232
Calmar Ratio Rank
SVXY Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTIU vs. SVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) and ProShares Short VIX Short-Term Futures ETF (SVXY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WTIUSVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

2.89

1.56

+1.33

Martin ratioReturn relative to average drawdown

7.08

5.10

+1.98

WTIU vs. SVXY - Sharpe Ratio Comparison

The current WTIU Sharpe Ratio is 1.68, which is higher than the SVXY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WTIU and SVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTIUSVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.25

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.22

-0.32

Drawdowns

WTIU vs. SVXY - Drawdown Comparison

The maximum WTIU drawdown since its inception was -75.73%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for WTIU and SVXY.


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Drawdown Indicators


WTIUSVXYDifference

Max Drawdown

Largest peak-to-trough decline

-75.73%

-95.25%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-39.11%

-22.94%

-16.17%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

-46.45%

-29.28%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

Current Drawdown

Current decline from peak

-33.42%

-79.80%

+46.38%

Average Drawdown

Average peak-to-trough decline

-39.18%

-56.87%

+17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.92%

7.00%

+8.92%

Volatility

WTIU vs. SVXY - Volatility Comparison

MicroSectors Energy 3X Leveraged ETN (WTIU) has a higher volatility of 27.11% compared to ProShares Short VIX Short-Term Futures ETF (SVXY) at 4.01%. This indicates that WTIU's price experiences larger fluctuations and is considered to be riskier than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIUSVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.11%

4.01%

+23.10%

Volatility (6M)

Calculated over the trailing 6-month period

54.96%

21.48%

+33.48%

Volatility (1Y)

Calculated over the trailing 1-year period

67.43%

28.65%

+38.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.58%

35.37%

+35.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.58%

50.75%

+19.83%

WTIU vs. SVXY - Expense Ratio Comparison

WTIU has a 0.95% expense ratio, which is lower than SVXY's 1.38% expense ratio.


Dividends

WTIU vs. SVXY - Dividend Comparison

Neither WTIU nor SVXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTIU and SVXY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTIU has higher volatility (27.11%) compared to SVXY (4.01%). In terms of maximum drawdown, WTIU dropped -75.73% vs SVXY's -95.25%.

On 3-year performance, SVXY leads with 13.43% vs 5.95% for WTIU. On fees, WTIU is cheaper at 0.95% per year. On volatility, SVXY has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SVXY has performed better with a 13.43% return vs 5.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTIU is cheaper with a 0.95% expense ratio, compared with 1.38% for SVXY.

WTIU and SVXY have nearly identical dividend yields, around 0.00%.

WTIU is categorized as Leveraged Equities, while SVXY is Volatility. WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while SVXY tracks S&P 500 VIX Short-Term Futures Index (-100%). They also come from different issuers: REX and ProShares. Their fees differ too: 0.95% for WTIU and 1.38% for SVXY.

WTIU currently has the higher Sharpe Ratio (1.68 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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